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Patterns EA Strategie

Überblick

Die Patterns EA Strategie ist ein Preisaktionssystem, das die drei zuletzt abgeschlossenen Kerzen auf eine breite Palette von Ein-, Zwei- und Drei-Balken-Formationen scannt. Die Logik ist ein StockSharp-Port des originalen MQL5 Expert Advisors "Patterns_EA" und bewahrt seinen konfigurierbaren Katalog von 30 Candlestick-Setups. Jedes Muster kann unabhängig aktiviert oder deaktiviert werden und kann entweder Long- oder Short-Ausführung zugewiesen werden, wodurch die Strategie die diskretionären Regeln des Quellskripts nachahmen kann.

Mustergruppen

Der Detektor wertet die aktuelle Kerze und bis zu zwei vorherige Kerzen aus, abhängig von der Mustergruppe:

  • Gruppe 1 – Ein-Balken-Muster: Neutral Bar, Force Bar Up, Force Bar Down, Hammer, Shooting Star.
  • Gruppe 2 – Zwei-Balken-Muster: Inside, Outside, Double Bar High Lower Close, Double Bar Low Higher Close, Mirror Bar, Bearish Harami, Bearish Harami Cross, Bullish Harami, Bullish Harami Cross, Dark Cloud Cover, Doji Star, Engulfing Bearish Line, Engulfing Bullish Line, Two Neutral Bars.
  • Gruppe 3 – Drei-Balken-Muster: Double Inside, Pin Up, Pin Down, Pivot Point Reversal Up, Pivot Point Reversal Down, Close Price Reversal Up, Close Price Reversal Down, Evening Star, Morning Star, Evening Doji Star, Morning Doji Star.

Ein Toleranzparameter (Equality Pips) steuert, wie eng zwei Preise übereinstimmen müssen, um Gleichheitsprüfungen zu erfüllen, und reproduziert die "maximale Pip-Distanz"-Einstellung des Original-EA.

Parameter

  • Candle Type – Zeitrahmen, der für die Mustererkennung verwendet wird.
  • Opened Mode – Positionsmanagement-Logik (Any, Swing, Buy One, Buy Many, Sell One, Sell Many), repliziert aus der MQL-Version.
  • Equality Pips – Pip-Abstand, der Preisgleichheit definiert; angepasst durch den Preisschritt des Instruments.
  • Enable One-Bar Patterns / Enable Two-Bar Patterns / Enable Three-Bar Patterns – Schalter für jede Mustergruppe.
  • Enable – Individuelle Schalter für alle 30 Formationen.
  • Order – Handelsrichtung (Kauf oder Verkauf), die dem entsprechenden Muster zugewiesen ist.

Alle Parameter werden durch StrategyParam-Objekte bereitgestellt, was Optimierung oder UI-Bindung bei der Verwendung innerhalb von StockSharp-Anwendungen ermöglicht.

Handelslogik

  1. Die Strategie abonniert die konfigurierte Kerzenserie und wartet auf abgeschlossene Kerzen.
  2. Wenn eine neue Kerze schließt, werden die letzten drei Kerzen gecacht und der Detektor wertet die aktivierten Mustergruppen aus.
  3. Jedes Muster repliziert die bedingten Regeln aus der MQL5-Quelle, einschließlich toleranter Vergleiche und Schatten/Körper-Beziehungen.
  4. Wenn ein Muster bestätigt wird, prüft TriggerPattern, ob die Gruppe und das individuelle Muster aktiviert sind, überprüft die ausgewählte Richtung und wendet den konfigurierten Positionsmodus an.
  5. Die Strategie sendet eine Marktorder in die zugewiesene Richtung. Im Swing-Modus wird zunächst jede offene Position in die entgegengesetzte Richtung geschlossen.

Positionsmodi

  • Any: Erlaubt Signale in beide Richtungen ohne zusätzliche Einschränkungen.
  • Swing: Behält eine einzelne Nettoposition bei; entgegengesetzte Signale glätten die bestehende Position, bevor die neue eingegangen wird.
  • Buy One / Sell One: Beschränken den Handel auf jeweils eine Long- oder Short-Position.
  • Buy Many / Sell Many: Erlauben mehrere Einstiege in die angegebene Richtung, während Signale in die entgegengesetzte Richtung ignoriert werden.

Hinweise

  • Der Algorithmus verwendet Security.PriceStep, um die Gleichheitstoleranz in absoluten Preisabstand umzurechnen. Wenn das Instrument keinen Preisschritt definiert, wird ein Standardwert von 0.0001 angewendet.
  • Keine zusätzlichen Indikatoren sind erforderlich; die gesamte Logik basiert ausschließlich auf der Kerzengeometrie, was der Absicht des originalen Expert Advisors entspricht.
using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Price action strategy that trades configurable candlestick patterns converted from the MQL5 Patterns EA.
/// </summary>
public class PatternsEaStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<OpenedModes> _openedMode;
	private readonly StrategyParam<decimal> _equalityPips;
	private readonly StrategyParam<bool> _enableGroup1;
	private readonly StrategyParam<bool> _enableGroup2;
	private readonly StrategyParam<bool> _enableGroup3;
	private readonly PatternDefinition[] _patternDefinitions;
	private readonly PatternParameterSet _patternParams;

	private CandleInfo? _current;
	private CandleInfo? _previous;
	private CandleInfo? _previous2;

	public PatternsEaStrategy()
	{
		Volume = 1;

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles used for pattern search", "General");

		_openedMode = Param(nameof(Mode), OpenedModes.Any)
			.SetDisplay("Opened Mode", "Position handling mode", "Trading");

		_equalityPips = Param(nameof(EqualityPips), 1m)
			.SetNotNegative()
			.SetDisplay("Equality Pips", "Maximum pip distance to treat prices as equal", "Detection");

		_enableGroup1 = Param(nameof(EnableOneBarPatterns), true)
			.SetDisplay("Enable One-Bar Patterns", "Toggle detection of one-bar formations", "Groups");

		_enableGroup2 = Param(nameof(EnableTwoBarPatterns), true)
			.SetDisplay("Enable Two-Bar Patterns", "Toggle detection of two-bar formations", "Groups");

		_enableGroup3 = Param(nameof(EnableThreeBarPatterns), true)
			.SetDisplay("Enable Three-Bar Patterns", "Toggle detection of three-bar formations", "Groups");

		_patternDefinitions = new[]
		{
			new PatternDefinition(PatternTypes.DoubleInside, "Double Inside", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.Inside, "Inside Bar", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.Outside, "Outside Bar", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.PinUp, "Pin Up", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.PinDown, "Pin Down", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.PivotPointReversalUp, "Pivot Point Reversal Up", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.PivotPointReversalDown, "Pivot Point Reversal Down", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.DoubleBarLowHigherClose, "Double Bar Low With A Higher Close", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.DoubleBarHighLowerClose, "Double Bar High With A Lower Close", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.ClosePriceReversalUp, "Close Price Reversal Up", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.ClosePriceReversalDown, "Close Price Reversal Down", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.NeutralBar, "Neutral Bar", PatternGroups.OneBar),
			new PatternDefinition(PatternTypes.ForceBarUp, "Force Bar Up", PatternGroups.OneBar),
			new PatternDefinition(PatternTypes.ForceBarDown, "Force Bar Down", PatternGroups.OneBar),
			new PatternDefinition(PatternTypes.MirrorBar, "Mirror Bar", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.Hammer, "Hammer", PatternGroups.OneBar),
			new PatternDefinition(PatternTypes.ShootingStar, "Shooting Star", PatternGroups.OneBar),
			new PatternDefinition(PatternTypes.EveningStar, "Evening Star", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.MorningStar, "Morning Star", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.BearishHarami, "Bearish Harami", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.BearishHaramiCross, "Bearish Harami Cross", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.BullishHarami, "Bullish Harami", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.BullishHaramiCross, "Bullish Harami Cross", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.DarkCloudCover, "Dark Cloud Cover", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.DojiStar, "Doji Star", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.EngulfingBearishLine, "Engulfing Bearish Line", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.EngulfingBullishLine, "Engulfing Bullish Line", PatternGroups.TwoBars),
			new PatternDefinition(PatternTypes.EveningDojiStar, "Evening Doji Star", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.MorningDojiStar, "Morning Doji Star", PatternGroups.ThreeBars),
			new PatternDefinition(PatternTypes.TwoNeutralBars, "Two Neutral Bars", PatternGroups.TwoBars),
		};

		var patternEnabled = new StrategyParam<bool>[_patternDefinitions.Length];
		var patternSides = new StrategyParam<Sides>[_patternDefinitions.Length];

		for (var i = 0; i < _patternDefinitions.Length; i++)
		{
			var definition = _patternDefinitions[i];
			var groupName = definition.Group switch
			{
				PatternGroups.OneBar => "Group 1 - One Bar",
				PatternGroups.TwoBars => "Group 2 - Two Bars",
				PatternGroups.ThreeBars => "Group 3 - Three Bars",
				_ => "Patterns",
			};

			patternEnabled[i] = Param($"Enable{definition.Type}", true)
				.SetDisplay($"Enable {definition.DisplayName}", $"Use {definition.DisplayName} pattern", groupName);

			patternSides[i] = Param($"Order{definition.Type}", Sides.Buy)
				.SetDisplay($"{definition.DisplayName} Order", "Market order direction for the pattern", groupName);
		}

		_patternParams = new PatternParameterSet(patternEnabled, patternSides);
	}

	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	public OpenedModes Mode
	{
		get => _openedMode.Value;
		set => _openedMode.Value = value;
	}

	public decimal EqualityPips
	{
		get => _equalityPips.Value;
		set => _equalityPips.Value = value;
	}

	public bool EnableOneBarPatterns
	{
		get => _enableGroup1.Value;
		set => _enableGroup1.Value = value;
	}

	public bool EnableTwoBarPatterns
	{
		get => _enableGroup2.Value;
		set => _enableGroup2.Value = value;
	}

	public bool EnableThreeBarPatterns
	{
		get => _enableGroup3.Value;
		set => _enableGroup3.Value = value;
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return new[] { (Security, CandleType) };
	}

	protected override void OnReseted()
	{
		base.OnReseted();

		_current = null;
		_previous = null;
		_previous2 = null;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle)
	{
		if (candle.State != CandleStates.Finished)
			return;

		_previous2 = _previous;
		_previous = _current;
		_current = new CandleInfo(candle);

		EvaluatePatterns();
	}

	private void EvaluatePatterns()
	{
		if (_current is null)
			return;

		var point = Security?.PriceStep ?? 0.0001m;
		var equality = EqualityPips * point;
		var minDeviation = Math.Max(equality, point);
		var minDeviation4 = Math.Max(equality * 4m, point * 4m);

		var candle0 = _current.Value;
		var hasPrevious = _previous.HasValue;
		var hasPrevious2 = _previous2.HasValue;
		var candle1 = hasPrevious ? _previous.Value : default;
		var candle2 = hasPrevious2 ? _previous2.Value : default;

		// One-bar patterns require only the current bar.
		if (EnableOneBarPatterns)
		{
			if (Compare(candle0.Open, candle0.Close, equality) == 0 && candle0.UpperShadow > minDeviation4 && candle0.LowerShadow > minDeviation4)
				TriggerPattern(PatternTypes.NeutralBar);

			if (Compare(candle0.Close, candle0.High, equality) == 0)
				TriggerPattern(PatternTypes.ForceBarUp);

			if (Compare(candle0.Close, candle0.Low, equality) == 0)
				TriggerPattern(PatternTypes.ForceBarDown);

			if (candle0.UpperShadow <= minDeviation && candle0.LowerShadow > 2m * candle0.BodySize)
				TriggerPattern(PatternTypes.Hammer);

			if (candle0.LowerShadow <= minDeviation && candle0.UpperShadow > 2m * candle0.BodySize)
				TriggerPattern(PatternTypes.ShootingStar);
		}

		if (!hasPrevious)
			return;

		// Two-bar patterns evaluate the current bar together with the previous one.
		if (EnableTwoBarPatterns)
		{
			if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0)
				TriggerPattern(PatternTypes.Inside);

			if (Compare(candle0.High, candle1.High, equality) > 0 && Compare(candle0.Low, candle1.Low, equality) < 0)
				TriggerPattern(PatternTypes.Outside);

			if (Compare(candle0.High, candle1.High, equality) == 0 && Compare(candle0.Close, candle1.Close, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) <= 0)
				TriggerPattern(PatternTypes.DoubleBarHighLowerClose);

			if (Compare(candle0.Low, candle1.Low, equality) == 0 && Compare(candle0.Close, candle1.Close, equality) > 0 && Compare(candle0.High, candle1.High, equality) >= 0)
				TriggerPattern(PatternTypes.DoubleBarLowHigherClose);

			if (Compare(candle1.BodySize, candle0.BodySize, equality) == 0 && Compare(candle1.Open, candle0.Close, equality) == 0)
				TriggerPattern(PatternTypes.MirrorBar);

			if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle1.BodySize, candle0.BodySize, equality) > 0 && Compare(candle1.Close, candle0.Open, equality) > 0 && Compare(candle1.Open, candle0.Close, equality) < 0)
				TriggerPattern(PatternTypes.BearishHarami);

			if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Open, candle0.Close, equality) == 0 && Compare(candle1.BodySize, candle0.BodySize, equality) > 0 && Compare(candle1.Close, candle0.Open, equality) > 0 && Compare(candle1.Open, candle0.Close, equality) < 0)
				TriggerPattern(PatternTypes.BearishHaramiCross);

			if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) < 0 && Compare(candle0.Close, candle0.Open, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) > 0 && Compare(candle1.Close, candle0.Open, equality) < 0 && Compare(candle1.Open, candle0.Close, equality) > 0)
				TriggerPattern(PatternTypes.BullishHarami);

			if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) < 0 && Compare(candle0.Open, candle0.Close, equality) == 0 && Compare(candle1.BodySize, candle0.BodySize, equality) > 0 && Compare(candle1.Close, candle0.Open, equality) < 0 && Compare(candle1.Open, candle0.Close, equality) > 0)
				TriggerPattern(PatternTypes.BullishHaramiCross);

			if (Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle1.High, candle0.Open, equality) < 0 && Compare(candle0.Close, candle1.Close, equality) < 0 && Compare(candle0.Close, candle1.Open, equality) > 0)
				TriggerPattern(PatternTypes.DarkCloudCover);

			if (Compare(candle0.Open, candle0.Close, equality) == 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Open, candle1.High, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) < 0 && Compare(candle0.Open, candle1.Low, equality) < 0)
				TriggerPattern(PatternTypes.DojiStar);

			if (Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle0.Open, candle1.Close, equality) > 0 && Compare(candle0.Close, candle1.Open, equality) < 0)
				TriggerPattern(PatternTypes.EngulfingBearishLine);

			if (Compare(candle1.Close, candle1.Open, equality) < 0 && Compare(candle0.Close, candle0.Open, equality) > 0 && Compare(candle0.Open, candle1.Close, equality) < 0 && Compare(candle0.Close, candle1.Open, equality) > 0)
				TriggerPattern(PatternTypes.EngulfingBullishLine);

			if (Compare(candle0.Open, candle0.Close, equality) == 0 && candle0.UpperShadow > minDeviation4 && candle0.LowerShadow > minDeviation4 && Compare(candle1.Open, candle1.Close, equality) == 0 && candle1.UpperShadow > minDeviation4 && candle1.LowerShadow > minDeviation4)
				TriggerPattern(PatternTypes.TwoNeutralBars);
		}

		if (!hasPrevious2)
			return;

		// Three-bar patterns combine the last three candles.
		if (EnableThreeBarPatterns)
		{
			if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.High, candle2.High, equality) < 0 && Compare(candle1.Low, candle2.Low, equality) > 0)
				TriggerPattern(PatternTypes.DoubleInside);

			if (Compare(candle1.High, candle2.High, equality) > 0 && Compare(candle1.High, candle0.High, equality) > 0 && Compare(candle1.Low, candle2.Low, equality) > 0 && Compare(candle1.Low, candle0.Low, equality) > 0 && candle1.BodySize * 2m < candle1.UpperShadow)
				TriggerPattern(PatternTypes.PinUp);

			if (Compare(candle1.High, candle2.High, equality) < 0 && Compare(candle1.High, candle0.High, equality) < 0 && Compare(candle1.Low, candle2.Low, equality) < 0 && Compare(candle1.Low, candle0.Low, equality) < 0 && candle1.BodySize * 2m < candle1.LowerShadow)
				TriggerPattern(PatternTypes.PinDown);

			if (Compare(candle1.High, candle2.High, equality) > 0 && Compare(candle1.High, candle0.High, equality) > 0 && Compare(candle1.Low, candle2.Low, equality) > 0 && Compare(candle1.Low, candle0.Low, equality) > 0 && Compare(candle0.Close, candle1.Low, equality) < 0)
				TriggerPattern(PatternTypes.PivotPointReversalDown);

			if (Compare(candle1.High, candle2.High, equality) < 0 && Compare(candle1.High, candle0.High, equality) < 0 && Compare(candle1.Low, candle2.Low, equality) < 0 && Compare(candle1.Low, candle0.Low, equality) < 0 && Compare(candle0.Close, candle1.High, equality) > 0)
				TriggerPattern(PatternTypes.PivotPointReversalUp);

			if (Compare(candle1.High, candle2.High, equality) < 0 && Compare(candle1.Low, candle2.Low, equality) < 0 && Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) < 0 && Compare(candle0.Close, candle1.Close, equality) > 0 && Compare(candle0.Open, candle0.Close, equality) < 0)
				TriggerPattern(PatternTypes.ClosePriceReversalUp);

			if (Compare(candle1.High, candle2.High, equality) > 0 && Compare(candle1.Low, candle2.Low, equality) > 0 && Compare(candle0.High, candle1.High, equality) > 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle0.Close, candle1.Close, equality) < 0 && Compare(candle0.Open, candle0.Close, equality) > 0)
				TriggerPattern(PatternTypes.ClosePriceReversalDown);

			if (Compare(candle2.Close, candle2.Open, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle2.Close, candle1.Open, equality) < 0 && Compare(candle2.BodySize, candle1.BodySize, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) < 0 && Compare(candle0.Close, candle2.Open, equality) > 0 && Compare(candle0.Close, candle2.Close, equality) < 0)
				TriggerPattern(PatternTypes.EveningStar);

			if (Compare(candle2.Close, candle2.Open, equality) < 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) > 0 && Compare(candle2.Close, candle1.Open, equality) > 0 && Compare(candle2.BodySize, candle1.BodySize, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) < 0 && Compare(candle0.Close, candle2.Close, equality) > 0 && Compare(candle0.Close, candle2.Open, equality) < 0)
				TriggerPattern(PatternTypes.MorningStar);

			if (Compare(candle2.Close, candle2.Open, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) == 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle2.Close, candle1.Open, equality) < 0 && Compare(candle2.BodySize, candle1.BodySize, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) < 0 && Compare(candle0.Close, candle2.Open, equality) > 0 && Compare(candle0.Close, candle2.Close, equality) < 0)
				TriggerPattern(PatternTypes.EveningDojiStar);

			if (Compare(candle2.Close, candle2.Open, equality) < 0 && Compare(candle1.Close, candle1.Open, equality) == 0 && Compare(candle0.Close, candle0.Open, equality) > 0 && Compare(candle2.Close, candle1.Open, equality) > 0 && Compare(candle2.BodySize, candle1.BodySize, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) < 0 && Compare(candle0.Close, candle2.Close, equality) > 0 && Compare(candle0.Close, candle2.Open, equality) < 0)
				TriggerPattern(PatternTypes.MorningDojiStar);
		}
	}

	private int Compare(decimal price1, decimal price2, decimal tolerance)
	{
		var diff = price1 - price2;

		if (Math.Abs(diff) < tolerance)
			return 0;

		return diff > 0 ? 1 : -1;
	}

	private bool IsGroupEnabled(PatternGroups group)
	{
		return group switch
		{
			PatternGroups.OneBar => EnableOneBarPatterns,
			PatternGroups.TwoBars => EnableTwoBarPatterns,
			PatternGroups.ThreeBars => EnableThreeBarPatterns,
			_ => true,
		};
	}

	private void TriggerPattern(PatternTypes type)
	{
		var index = (int)type;
		var definition = _patternDefinitions[index];

		if (!IsGroupEnabled(definition.Group))
			return;

		if (!_patternParams.Enabled[index].Value)
			return;

		var side = _patternParams.Sides[index].Value;

		if (!CanExecute(side))
			return;

		if (Mode == OpenedModes.Swing)
		{
			if (side == Sides.Buy && Position < 0)
				BuyMarket(Math.Abs(Position));
			else if (side == Sides.Sell && Position > 0)
				SellMarket(Math.Abs(Position));
		}

		if (side == Sides.Buy)
			BuyMarket();
		else
			SellMarket();
	}

	private bool CanExecute(Sides side)
	{
		return Mode switch
		{
			OpenedModes.Any => true,
			OpenedModes.Swing => true,
			OpenedModes.BuyOne => side == Sides.Buy && Position <= 0,
			OpenedModes.BuyMany => side == Sides.Buy,
			OpenedModes.SellOne => side == Sides.Sell && Position >= 0,
			OpenedModes.SellMany => side == Sides.Sell,
			_ => false,
		};
	}

	private enum PatternGroups
	{
		OneBar = 1,
		TwoBars = 2,
		ThreeBars = 3,
	}

	private enum PatternTypes
	{
		DoubleInside,
		Inside,
		Outside,
		PinUp,
		PinDown,
		PivotPointReversalUp,
		PivotPointReversalDown,
		DoubleBarLowHigherClose,
		DoubleBarHighLowerClose,
		ClosePriceReversalUp,
		ClosePriceReversalDown,
		NeutralBar,
		ForceBarUp,
		ForceBarDown,
		MirrorBar,
		Hammer,
		ShootingStar,
		EveningStar,
		MorningStar,
		BearishHarami,
		BearishHaramiCross,
		BullishHarami,
		BullishHaramiCross,
		DarkCloudCover,
		DojiStar,
		EngulfingBearishLine,
		EngulfingBullishLine,
		EveningDojiStar,
		MorningDojiStar,
		TwoNeutralBars,
	}

	public enum OpenedModes
	{
		Any,
		Swing,
		BuyOne,
		BuyMany,
		SellOne,
		SellMany,
	}

	private readonly struct PatternDefinition
	{
		public PatternDefinition(PatternTypes type, string displayName, PatternGroups group)
		{
			Type = type;
			DisplayName = displayName;
			Group = group;
		}

		public PatternTypes Type { get; }

		public string DisplayName { get; }

		public PatternGroups Group { get; }
	}

	private readonly struct CandleInfo
	{
		public CandleInfo(ICandleMessage candle)
		{
			Open = candle.OpenPrice;
			Close = candle.ClosePrice;
			High = candle.HighPrice;
			Low = candle.LowPrice;
			BodyTop = Math.Max(Open, Close);
			BodyBottom = Math.Min(Open, Close);
			BodySize = BodyTop - BodyBottom;
			UpperShadow = High - BodyTop;
			LowerShadow = BodyBottom - Low;
		}

		public decimal Open { get; }

		public decimal Close { get; }

		public decimal High { get; }

		public decimal Low { get; }

		public decimal BodyTop { get; }

		public decimal BodyBottom { get; }

		public decimal BodySize { get; }

		public decimal UpperShadow { get; }

		public decimal LowerShadow { get; }
	}

	private sealed class PatternParameterSet : IEquatable<PatternParameterSet>
	{
		public PatternParameterSet(StrategyParam<bool>[] enabled, StrategyParam<Sides>[] sides)
		{
			Enabled = enabled;
			Sides = sides;
		}

		public StrategyParam<bool>[] Enabled { get; }

		public StrategyParam<Sides>[] Sides { get; }

		public bool Equals(PatternParameterSet other)
		{
			if (other is null || Enabled.Length != other.Enabled.Length || Sides.Length != other.Sides.Length)
				return false;

			for (var i = 0; i < Enabled.Length; i++)
			{
				if (Enabled[i].Value != other.Enabled[i].Value)
					return false;
			}

			for (var i = 0; i < Sides.Length; i++)
			{
				if (Sides[i].Value != other.Sides[i].Value)
					return false;
			}

			return true;
		}

		public override bool Equals(object obj)
		{
			return obj is PatternParameterSet other && Equals(other);
		}

		public override int GetHashCode()
		{
			var hash = new HashCode();

			foreach (var enabled in Enabled)
				hash.Add(enabled.Value);

			foreach (var side in Sides)
				hash.Add(side.Value);

			return hash.ToHashCode();
		}
	}
}